Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.53% | 0.70 CHF | 0.71 CHF | 72'000 | 72'000 | 72'647 | 72'647 | 47'114 CHF | 47'841 CHF | 99.99% | 99.99% |
13.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 74'000 | 74'000 | 73'549 | 73'549 | 44'948 CHF | 45'684 CHF | 100.00% | 100.00% |
10.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 74'000 | 74'000 | 73'548 | 73'548 | 45'113 CHF | 45'848 CHF | 100.00% | 100.00% |
08.05.2024 | 1.87% | 0.53 CHF | 0.54 CHF | 76'000 | 76'000 | 75'588 | 75'588 | 39'983 CHF | 40'739 CHF | 99.06% | 99.06% |
07.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 76'000 | 76'000 | 75'448 | 75'448 | 42'523 CHF | 43'279 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.52 CHF | 0.54 CHF | 8'000 | 8'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 78'000 | 78'000 | 77'519 | 77'519 | 37'842 CHF | 38'617 CHF | 100.00% | 100.00% |
02.05.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 76'000 | 76'000 | 75'701 | 75'701 | 40'112 CHF | 40'869 CHF | 100.00% | 100.00% |
30.04.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 74'000 | 74'000 | 73'503 | 73'503 | 42'594 CHF | 43'330 CHF | 100.00% | 100.00% |
29.04.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 74'000 | 74'000 | 73'536 | 73'536 | 42'861 CHF | 43'596 CHF | 100.00% | 100.00% |